Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 00:00:00+00:00 0.652809 0.737057 0.832568 0.949826 1.091235 1.258002 1.472181
2024-12-15 00:00:00+00:00 0.569597 0.677486 0.809295 0.985266 1.218954 1.526131 1.973956
2024-12-22 00:00:00+00:00 0.520597 0.645183 0.806843 1.038404 1.373127 1.859764 2.664410
2024-12-29 00:00:00+00:00 0.474424 0.607356 0.788395 1.063339 1.491030 2.172480 3.445590
2025-01-05 00:00:00+00:00 0.435655 0.572962 0.767733 1.078921 1.595959 2.493785 4.389078
2025-01-12 00:00:00+00:00 0.398691 0.535819 0.736882 1.071978 1.661145 2.766068 5.385815
2025-01-19 00:00:00+00:00 0.358082 0.488609 0.684536 1.021181 1.638382 2.866142 6.063504
2025-01-26 00:00:00+00:00 0.337692 0.469209 0.672267 1.034428 1.734173 3.236582 7.686272
2025-02-02 00:00:00+00:00 0.320504 0.452763 0.662347 1.049492 1.836332 3.660047 9.859600
2025-02-09 00:00:00+00:00 0.300766 0.430374 0.639977 1.038101 1.881239 3.965447 11.985690
2025-02-16 00:00:00+00:00 0.286504 0.415431 0.628380 1.044914 1.966961 4.415577 15.337821
2025-02-23 00:00:00+00:00 0.266270 0.389126 0.594615 1.003724 1.934238 4.519625 17.253891
2025-03-02 00:00:00+00:00 0.246615 0.363014 0.559978 0.958642 1.888970 4.589357 19.300614
2025-03-09 00:00:00+00:00 0.238568 0.355745 0.558226 0.980594 2.014395 5.277614 27.183314
2025-03-16 00:00:00+00:00 0.234082 0.354084 0.566341 1.024460 2.209603 6.351837 43.398955
2025-03-23 00:00:00+00:00 0.226740 0.346859 0.563289 1.043415 2.343577 7.306581 66.385843
2025-03-30 00:00:00+00:00 0.219149 0.338620 0.557473 1.055212 2.461404 8.306989 104.202339
2025-04-06 00:00:00+00:00 0.209941 0.326851 0.543721 1.046462 2.514611 9.055375 154.285269
2025-04-13 00:00:00+00:00 0.197123 0.307812 0.514163 0.996177 2.422718 8.962516 175.821787
2025-04-20 00:00:00+00:00 0.191604 0.301808 0.510269 1.008278 2.542196 10.221262 331.723071
2025-04-27 00:00:00+00:00 0.186642 0.296509 0.507332 1.022385 2.674484 11.755888 769.045724
2025-05-04 00:00:00+00:00 0.179686 0.287079 0.495134 1.011143 2.712927 12.711726 1631.245655
2025-05-11 00:00:00+00:00 0.174755 0.281194 0.489904 1.017556 2.821363 14.411421 7323.348240